You'll unlock this achievement with natural story progression, so don't worry about missing it!
To enter the police station unseen you'll first have to cause a couple of distractions, so spray "Big Danny" with the perfume that "Bella" gives you, once you've done that you need to head over to the pet shop and talk to the store owner, he'll tell you that "Bert" is well again, the next thing to do is to buy all of the kebabs from the man on the street, once you've done that a short video will play with Sherlock telling the children to go and gather all the cats they can find and lead them back to the police station, after that you'll see "Big Danny" screaming while the cats jump all over her, at this point the police will leave the stations which is your cue to enter undetected, as soon as you enter the station the achievement will unlock.
If you find yourself stuck on a particular part of the game be sure to check out this excellent video walkthrough of the entire game, the users youtube channel can be found here;
http://bit.ly/ih2LIC. Alternatively I've linked in the first video below and you can use that to reach his channel.
* Credit to adventuregamefan for the video